This isn't really a "why" sort of question. Some things just are.
Any water on the moon is not in a liquid form. It might be frozen into permafrost, or locked in minerals as what's called "water of hydration".
Why do scientists believe there might be water on the Moon?
they already found gallons on the moon
Why scientists believe a liquid water ocean might exist on the moon Titan
For now there is none as we found no ice on the moon. But if there is there might be a chance that the moon contains life.
Europa
Frozen water on the moon might hint at the fact that the moon either once was, or currently is capable of supporting some form of life.
Europa is the moon of Jupiter that is known to contain oceans of water.
a moon has water ice craters rocks and might at one point of time... life.
Scientists think there might be some water in the polar regions of the moon. They have to sample it first before deciding whether or not the water is potable.
Water on the moon can be found in the form of ice deposits in permanently shadowed craters near the poles. This water is likely preserved from comets impacting the moon's surface. There may also be water molecules embedded in the lunar soil and rocks.
Why scientists believe a liquid water ocean might exist on the moon
Possibly liquid water